Liu-type Estimator in the Bell Regression Model

Yıl 2022, , 552 - 559, 20.12.2022

Melike Işılar , Y. Murat Bulut

https://doi.org/10.19113/sdufenbed.1119370

Öz

This study proposes a new estimator used in the case of multicollinearity problems in the Bell regression model that is an alternative model for the Poisson
regression model. The Bell regression model is used to solve the overdispersion problem. Generally, the maximum likelihood estimation (MLE) method is used to
estimate the parameters of the Bell regression model. But, the performance of the MLE decreases when the multicollinearity problem occurs. Therefore, the Bell liutype
estimator is proposed. Monte Carlo simulation study is conducted to compare the performance of the proposed estimator with Bell Ridge and Bell Liu estimators.
Additionally, the real data example is given to support the simulation study.

Anahtar Kelimeler

Bell regression, Count Data, Overdispersion, Multicollinearity, Liu type estimator

Bell Regresyon Modelinde Liu tipi Tahmin Edici

Öz

Bu çalışmada, sayım verilerini modellemek için kullanılan Poisson regresyon
modeline alternatif olarak tanımlanan Bell regresyon modelinde çoklu iç ilişki
olması durumunda kullanılan yanlı tahmin edicilere alternatif bir tahmin edici
önerilmiştir. Bell regresyon modeli aşırı yayılım probleminin çözümü için kullanılan
bir modeldir. Bell regresyon modelinin parametreleri genellikle en çok olabilirlik
(EÇO) tahmin edicisi kullanılarak tahmin edilmektedir. Fakat, çoklu iç ilişki
problemi olması durumunda EÇO tahmin edicisinin performansı düşmektedir. Bu
sebeple, Bell Liu-tipi tahmin edicisi önerilmiştir. Önerilen Bell Liu tipi tahmin
edicinin performansı Bell Ridge ve Bell Liu tahmin edicileri ile Monte Carlo
simülasyon çalışması yardımıyla karşılaştırılmıştır. Ayrıca, simülasyon çalışmasına
desteklemek için gerçek veri örneği verilmiştir.

Anahtar Kelimeler

Bell Regresyon, Sayım verileri, Aşırı yayılım, Çoklu İç İlişki, Liu Tipi Tahmin Edici, Bell regression, Count Data, Overdispersion, Multicollinearity, Liu type estimator

Kaynakça

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